I love Weymouth - the holiday destination of my childhood, and always remains a favourite daytrip of mine!
Without looking too hard, I'm not so sure there's loads of stuff on the doorstep, but within driving distance, and certainly if you're visiting the Nine Stones, you got some lovely stuff just up the road...
Peter Knight's "Ancient Stones of Dorset" is a pretty good book for finding most of these and more (although it does go on about leylines quite a bit).